The classical Hölder regularity is restricted to locally bounded functions and takes only positive values. The local Lp regularity covers unbounded functions and negative values. Nevertheless, it has the same apparent regularity in all directions. In the present work, we study a recent notion of directional local Lp regularity introduced by Jaffard. We provide its characterization by a supremum of a wide range oriented anisotropic Triebel wavelet coefficients and leaders. In addition, we deduce estimates on the Hausdorff dimension of the set of points where the directional local Lp regularity does not exceed a given value. The obtained results are illustrated by some examples of self-affine cascade functions.